-3.1%
CMS vs GTLB
+3.0%
-6.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.4% |
| 7D | -0.9% | -9.6% | +8.7% | -1.5% |
| 30D | +7.1% | -14.5% | +21.5% | +6.1% |
| 3M | -1.3% | +20.9% | -22.2% | -0.1% |
| 6M | -2.7% | +81.4% | -84.0% | +0.9% |
| YTD | +2.6% | +25.6% | -22.9% | +5.1% |
| All | -3.1% | +3.0% | -6.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling